+17.6%
MDLZ vs ARKK
-29.1%
+46.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.0% | +1.3% |
| 7D | 0.0% | +1.4% | -1.5% | -0.1% |
| 30D | +1.4% | +5.1% | -3.7% | +1.2% |
| 3M | 0.0% | +12.7% | -12.7% | -0.5% |
| 6M | +9.1% | +13.8% | -4.7% | +8.4% |
| YTD | +17.9% | +9.9% | +8.0% | +17.2% |
| 1Y | +3.2% | +10.4% | -7.2% | +2.4% |
| 3Y | -2.5% | +93.6% | -96.1% | -8.1% |
| 5Y | +17.6% | -29.4% | +46.9% | +9.4% |
| All | +17.6% | -29.1% | +46.6% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARKK.
Daily Out/Under-Performance
Portfolio return minus ARKK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARKK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ARKK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling